Category Archive: Melbourne Cup

After a few tough years the Macquarie quant team have decided to upgrade their quantitative models. Looks like they’ve gone to a lot of effort so if they get it wrong again it might be quite fascinating to see how they respond. Anyway, for those who are interested … please click here for their quant-based …

Every year the quants at Macquarie Equities Research produce a research note on who they believe will win the Melbourne Cup. Like any good quant research they use a range of signals and I love the fact they use some well known investment risk factors like value, momentum, and quality. Anyway, their record is quite …